Windows is the OS for main stream users, people who have no computer knowledge. Generally they just want a 'point and click' system.
Windows can do that usually. But Windows can also do very many other things, like renaming files. The problem is, so many of these other things can cause Windows to crash if the user does not know what he or she is doing. For instance, renaming a file is easy. But if the extension is renamed then the file is likely to become unusable by Windows. As a mainframe person you will know that just renaming a file extension, for example a document.doc file to document.xls, does not convert the file to work in any other application. In my example the document.xls will not work in the Excel Spreadsheet application, because Excel does not recognize the file as a valid spreadsheet. In fact, neither would that file now work in Word, because Word no longer sees the file as a valid *.doc file.
Imagine the problems if a critical system file, (a .dll file or similar), had the extension changed. Windows may continue to work for a while, but it would soon crash.
That's why the file extensions are hidden for files that show up in Windows Explorer or My Computer, etc.
But that is why it is so important to learn about Windows before tackling anything major like stripping audio from a video file. Windows will do it, (perhaps with help from 3rd party utilities), but you need to know more before trying such things.
Being a mainframe person I expect you can see that someone like myself, for example, would be lost trying to navigate mainframe procedures, until I had learned more. It's the same with Windows.